Rapport Backtest

Stratégie · RsiOversold   |   Ticker · GOOG   |   2015-01-02 → 2025-10-31
Capital Final -568,164,678.66 €
P&L -568174678.66 € (-5681746.79%)
Total Trades 1
Max Drawdown 2269.91%
Sharpe
0.18
Sortino
0.17
Calmar
0.00

Equity Curve

Underwater Curve

Performance

CAGR0.00%
Ulcer Index4.89
Expectancy826.96

Trades Overview

Total1 Win Rate100.00%
Profit Factorinf Payoff Ratio826.96

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2015-01-30 05:00:00 2015-07-21 04:00:00 Long 15 25.56 32.57 826.96 27.42% 171